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dstqrb.f
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c-----------------------------------------------------------------------
c\BeginDoc
c
c\Name: dstqrb
c
c\Description:
c Computes all eigenvalues and the last component of the eigenvectors
c of a symmetric tridiagonal matrix using the implicit QL or QR method.
c
c This is mostly a modification of the LAPACK routine dsteqr.
c See Remarks.
c
c\Usage:
c call dstqrb
c ( N, D, E, Z, WORK, INFO )
c
c\Arguments
c N Integer. (INPUT)
c The number of rows and columns in the matrix. N >= 0.
c
c D Double precision array, dimension (N). (INPUT/OUTPUT)
c On entry, D contains the diagonal elements of the
c tridiagonal matrix.
c On exit, D contains the eigenvalues, in ascending order.
c If an error exit is made, the eigenvalues are correct
c for indices 1,2,...,INFO-1, but they are unordered and
c may not be the smallest eigenvalues of the matrix.
c
c E Double precision array, dimension (N-1). (INPUT/OUTPUT)
c On entry, E contains the subdiagonal elements of the
c tridiagonal matrix in positions 1 through N-1.
c On exit, E has been destroyed.
c
c Z Double precision array, dimension (N). (OUTPUT)
c On exit, Z contains the last row of the orthonormal
c eigenvector matrix of the symmetric tridiagonal matrix.
c If an error exit is made, Z contains the last row of the
c eigenvector matrix associated with the stored eigenvalues.
c
c WORK Double precision array, dimension (max(1,2*N-2)). (WORKSPACE)
c Workspace used in accumulating the transformation for
c computing the last components of the eigenvectors.
c
c INFO Integer. (OUTPUT)
c = 0: normal return.
c < 0: if INFO = -i, the i-th argument had an illegal value.
c > 0: if INFO = +i, the i-th eigenvalue has not converged
c after a total of 30*N iterations.
c
c\Remarks
c 1. None.
c
c-----------------------------------------------------------------------
c
c\BeginLib
c
c\Local variables:
c xxxxxx real
c
c\Routines called:
c daxpy Level 1 BLAS that computes a vector triad.
c dcopy Level 1 BLAS that copies one vector to another.
c dswap Level 1 BLAS that swaps the contents of two vectors.
c lsame LAPACK character comparison routine.
c dlae2 LAPACK routine that computes the eigenvalues of a 2-by-2
c symmetric matrix.
c dlaev2 LAPACK routine that eigendecomposition of a 2-by-2 symmetric
c matrix.
c dlamch LAPACK routine that determines machine constants.
c dlanst LAPACK routine that computes the norm of a matrix.
c dlapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
c dlartg LAPACK Givens rotation construction routine.
c dlascl LAPACK routine for careful scaling of a matrix.
c dlaset LAPACK matrix initialization routine.
c dlasr LAPACK routine that applies an orthogonal transformation to
c a matrix.
c dlasrt LAPACK sorting routine.
c dsteqr LAPACK routine that computes eigenvalues and eigenvectors
c of a symmetric tridiagonal matrix.
c xerbla LAPACK error handler routine.
c
c\Authors
c Danny Sorensen Phuong Vu
c Richard Lehoucq CRPC / Rice University
c Dept. of Computational & Houston, Texas
c Applied Mathematics
c Rice University
c Houston, Texas
c
c\SCCS Information: @(#)
c FILE: stqrb.F SID: 2.5 DATE OF SID: 8/27/96 RELEASE: 2
c
c\Remarks
c 1. Starting with version 2.5, this routine is a modified version
c of LAPACK version 2.0 subroutine SSTEQR. No lines are deleted,
c only commeted out and new lines inserted.
c All lines commented out have "c$$$" at the beginning.
c Note that the LAPACK version 1.0 subroutine SSTEQR contained
c bugs.
c
c\EndLib
c
c-----------------------------------------------------------------------
c
subroutine dstqrb ( n, d, e, z, work, info )
c
c %------------------%
c | Scalar Arguments |
c %------------------%
c
integer info, n
c
c %-----------------%
c | Array Arguments |
c %-----------------%
c
Double precision
& d( n ), e( n-1 ), z( n ), work( 2*n-2 )
c
c .. parameters ..
Double precision
& zero, one, two, three
parameter ( zero = 0.0D+0, one = 1.0D+0,
& two = 2.0D+0, three = 3.0D+0 )
integer maxit
parameter ( maxit = 30 )
c ..
c .. local scalars ..
integer i, icompz, ii, iscale, j, jtot, k, l, l1, lend,
& lendm1, lendp1, lendsv, lm1, lsv, m, mm, mm1,
& nm1, nmaxit
Double precision
& anorm, b, c, eps, eps2, f, g, p, r, rt1, rt2,
& s, safmax, safmin, ssfmax, ssfmin, tst
c ..
c .. external functions ..
logical lsame
Double precision
& dlamch, dlanst, dlapy2
external lsame, dlamch, dlanst, dlapy2
c ..
c .. external subroutines ..
external dlae2, dlaev2, dlartg, dlascl, dlaset, dlasr,
& dlasrt, dswap, xerbla
c ..
c .. intrinsic functions ..
intrinsic abs, max, sign, sqrt
c ..
c .. executable statements ..
c
c test the input parameters.
c
info = 0
c
c$$$ IF( LSAME( COMPZ, 'N' ) ) THEN
c$$$ ICOMPZ = 0
c$$$ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
c$$$ ICOMPZ = 1
c$$$ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
c$$$ ICOMPZ = 2
c$$$ ELSE
c$$$ ICOMPZ = -1
c$$$ END IF
c$$$ IF( ICOMPZ.LT.0 ) THEN
c$$$ INFO = -1
c$$$ ELSE IF( N.LT.0 ) THEN
c$$$ INFO = -2
c$$$ ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
c$$$ $ N ) ) ) THEN
c$$$ INFO = -6
c$$$ END IF
c$$$ IF( INFO.NE.0 ) THEN
c$$$ CALL XERBLA( 'SSTEQR', -INFO )
c$$$ RETURN
c$$$ END IF
c
c *** New starting with version 2.5 ***
c
icompz = 2
c *************************************
c
c quick return if possible
c
if( n.eq.0 )
$ return
c
if( n.eq.1 ) then
if( icompz.eq.2 ) z( 1 ) = one
return
end if
c
c determine the unit roundoff and over/underflow thresholds.
c
eps = dlamch( 'e' )
eps2 = eps**2
safmin = dlamch( 's' )
safmax = one / safmin
ssfmax = sqrt( safmax ) / three
ssfmin = sqrt( safmin ) / eps2
c
c compute the eigenvalues and eigenvectors of the tridiagonal
c matrix.
c
c$$ if( icompz.eq.2 )
c$$$ $ call dlaset( 'full', n, n, zero, one, z, ldz )
c
c *** New starting with version 2.5 ***
c
if ( icompz .eq. 2 ) then
do 5 j = 1, n-1
z(j) = zero
5 continue
z( n ) = one
end if
c *************************************
c
nmaxit = n*maxit
jtot = 0
c
c determine where the matrix splits and choose ql or qr iteration
c for each block, according to whether top or bottom diagonal
c element is smaller.
c
l1 = 1
nm1 = n - 1
c
10 continue
if( l1.gt.n )
$ go to 160
if( l1.gt.1 )
$ e( l1-1 ) = zero
if( l1.le.nm1 ) then
do 20 m = l1, nm1
tst = abs( e( m ) )
if( tst.eq.zero )
$ go to 30
if( tst.le.( sqrt( abs( d( m ) ) )*sqrt( abs( d( m+
$ 1 ) ) ) )*eps ) then
e( m ) = zero
go to 30
end if
20 continue
end if
m = n
c
30 continue
l = l1
lsv = l
lend = m
lendsv = lend
l1 = m + 1
if( lend.eq.l )
$ go to 10
c
c scale submatrix in rows and columns l to lend
c
anorm = dlanst( 'i', lend-l+1, d( l ), e( l ) )
iscale = 0
if( anorm.eq.zero )
$ go to 10
if( anorm.gt.ssfmax ) then
iscale = 1
call dlascl( 'g', 0, 0, anorm, ssfmax, lend-l+1, 1, d( l ), n,
$ info )
call dlascl( 'g', 0, 0, anorm, ssfmax, lend-l, 1, e( l ), n,
$ info )
else if( anorm.lt.ssfmin ) then
iscale = 2
call dlascl( 'g', 0, 0, anorm, ssfmin, lend-l+1, 1, d( l ), n,
$ info )
call dlascl( 'g', 0, 0, anorm, ssfmin, lend-l, 1, e( l ), n,
$ info )
end if
c
c choose between ql and qr iteration
c
if( abs( d( lend ) ).lt.abs( d( l ) ) ) then
lend = lsv
l = lendsv
end if
c
if( lend.gt.l ) then
c
c ql iteration
c
c look for small subdiagonal element.
c
40 continue
if( l.ne.lend ) then
lendm1 = lend - 1
do 50 m = l, lendm1
tst = abs( e( m ) )**2
if( tst.le.( eps2*abs( d( m ) ) )*abs( d( m+1 ) )+
$ safmin )go to 60
50 continue
end if
c
m = lend
c
60 continue
if( m.lt.lend )
$ e( m ) = zero
p = d( l )
if( m.eq.l )
$ go to 80
c
c if remaining matrix is 2-by-2, use dlae2 or dlaev2
c to compute its eigensystem.
c
if( m.eq.l+1 ) then
if( icompz.gt.0 ) then
call dlaev2( d( l ), e( l ), d( l+1 ), rt1, rt2, c, s )
work( l ) = c
work( n-1+l ) = s
c$$$ call dlasr( 'r', 'v', 'b', n, 2, work( l ),
c$$$ $ work( n-1+l ), z( 1, l ), ldz )
c
c *** New starting with version 2.5 ***
c
tst = z(l+1)
z(l+1) = c*tst - s*z(l)
z(l) = s*tst + c*z(l)
c *************************************
else
call dlae2( d( l ), e( l ), d( l+1 ), rt1, rt2 )
end if
d( l ) = rt1
d( l+1 ) = rt2
e( l ) = zero
l = l + 2
if( l.le.lend )
$ go to 40
go to 140
end if
c
if( jtot.eq.nmaxit )
$ go to 140
jtot = jtot + 1
c
c form shift.
c
g = ( d( l+1 )-p ) / ( two*e( l ) )
r = dlapy2( g, one )
g = d( m ) - p + ( e( l ) / ( g+sign( r, g ) ) )
c
s = one
c = one
p = zero
c
c inner loop
c
mm1 = m - 1
do 70 i = mm1, l, -1
f = s*e( i )
b = c*e( i )
call dlartg( g, f, c, s, r )
if( i.ne.m-1 )
$ e( i+1 ) = r
g = d( i+1 ) - p
r = ( d( i )-g )*s + two*c*b
p = s*r
d( i+1 ) = g + p
g = c*r - b
c
c if eigenvectors are desired, then save rotations.
c
if( icompz.gt.0 ) then
work( i ) = c
work( n-1+i ) = -s
end if
c
70 continue
c
c if eigenvectors are desired, then apply saved rotations.
c
if( icompz.gt.0 ) then
mm = m - l + 1
c$$$ call dlasr( 'r', 'v', 'b', n, mm, work( l ), work( n-1+l ),
c$$$ $ z( 1, l ), ldz )
c
c *** New starting with version 2.5 ***
c
call dlasr( 'r', 'v', 'b', 1, mm, work( l ),
& work( n-1+l ), z( l ), 1 )
c *************************************
end if
c
d( l ) = d( l ) - p
e( l ) = g
go to 40
c
c eigenvalue found.
c
80 continue
d( l ) = p
c
l = l + 1
if( l.le.lend )
$ go to 40
go to 140
c
else
c
c qr iteration
c
c look for small superdiagonal element.
c
90 continue
if( l.ne.lend ) then
lendp1 = lend + 1
do 100 m = l, lendp1, -1
tst = abs( e( m-1 ) )**2
if( tst.le.( eps2*abs( d( m ) ) )*abs( d( m-1 ) )+
$ safmin )go to 110
100 continue
end if
c
m = lend
c
110 continue
if( m.gt.lend )
$ e( m-1 ) = zero
p = d( l )
if( m.eq.l )
$ go to 130
c
c if remaining matrix is 2-by-2, use dlae2 or dlaev2
c to compute its eigensystem.
c
if( m.eq.l-1 ) then
if( icompz.gt.0 ) then
call dlaev2( d( l-1 ), e( l-1 ), d( l ), rt1, rt2, c, s )
c$$$ work( m ) = c
c$$$ work( n-1+m ) = s
c$$$ call dlasr( 'r', 'v', 'f', n, 2, work( m ),
c$$$ $ work( n-1+m ), z( 1, l-1 ), ldz )
c
c *** New starting with version 2.5 ***
c
tst = z(l)
z(l) = c*tst - s*z(l-1)
z(l-1) = s*tst + c*z(l-1)
c *************************************
else
call dlae2( d( l-1 ), e( l-1 ), d( l ), rt1, rt2 )
end if
d( l-1 ) = rt1
d( l ) = rt2
e( l-1 ) = zero
l = l - 2
if( l.ge.lend )
$ go to 90
go to 140
end if
c
if( jtot.eq.nmaxit )
$ go to 140
jtot = jtot + 1
c
c form shift.
c
g = ( d( l-1 )-p ) / ( two*e( l-1 ) )
r = dlapy2( g, one )
g = d( m ) - p + ( e( l-1 ) / ( g+sign( r, g ) ) )
c
s = one
c = one
p = zero
c
c inner loop
c
lm1 = l - 1
do 120 i = m, lm1
f = s*e( i )
b = c*e( i )
call dlartg( g, f, c, s, r )
if( i.ne.m )
$ e( i-1 ) = r
g = d( i ) - p
r = ( d( i+1 )-g )*s + two*c*b
p = s*r
d( i ) = g + p
g = c*r - b
c
c if eigenvectors are desired, then save rotations.
c
if( icompz.gt.0 ) then
work( i ) = c
work( n-1+i ) = s
end if
c
120 continue
c
c if eigenvectors are desired, then apply saved rotations.
c
if( icompz.gt.0 ) then
mm = l - m + 1
c$$$ call dlasr( 'r', 'v', 'f', n, mm, work( m ), work( n-1+m ),
c$$$ $ z( 1, m ), ldz )
c
c *** New starting with version 2.5 ***
c
call dlasr( 'r', 'v', 'f', 1, mm, work( m ), work( n-1+m ),
& z( m ), 1 )
c *************************************
end if
c
d( l ) = d( l ) - p
e( lm1 ) = g
go to 90
c
c eigenvalue found.
c
130 continue
d( l ) = p
c
l = l - 1
if( l.ge.lend )
$ go to 90
go to 140
c
end if
c
c undo scaling if necessary
c
140 continue
if( iscale.eq.1 ) then
call dlascl( 'g', 0, 0, ssfmax, anorm, lendsv-lsv+1, 1,
$ d( lsv ), n, info )
call dlascl( 'g', 0, 0, ssfmax, anorm, lendsv-lsv, 1, e( lsv ),
$ n, info )
else if( iscale.eq.2 ) then
call dlascl( 'g', 0, 0, ssfmin, anorm, lendsv-lsv+1, 1,
$ d( lsv ), n, info )
call dlascl( 'g', 0, 0, ssfmin, anorm, lendsv-lsv, 1, e( lsv ),
$ n, info )
end if
c
c check for no convergence to an eigenvalue after a total
c of n*maxit iterations.
c
if( jtot.lt.nmaxit )
$ go to 10
do 150 i = 1, n - 1
if( e( i ).ne.zero )
$ info = info + 1
150 continue
go to 190
c
c order eigenvalues and eigenvectors.
c
160 continue
if( icompz.eq.0 ) then
c
c use quick sort
c
call dlasrt( 'i', n, d, info )
c
else
c
c use selection sort to minimize swaps of eigenvectors
c
do 180 ii = 2, n
i = ii - 1
k = i
p = d( i )
do 170 j = ii, n
if( d( j ).lt.p ) then
k = j
p = d( j )
end if
170 continue
if( k.ne.i ) then
d( k ) = d( i )
d( i ) = p
c$$$ call dswap( n, z( 1, i ), 1, z( 1, k ), 1 )
c *** New starting with version 2.5 ***
c
p = z(k)
z(k) = z(i)
z(i) = p
c *************************************
end if
180 continue
end if
c
190 continue
return
c
c %---------------%
c | End of dstqrb |
c %---------------%
c
end